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Natixis US Diversified A (NEFSX)

On Nov 30: 19.80   0.05 (0.25%)

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Risk  As of 31-Oct-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2007): 13.69% Worst 1 Yr Total Return (2008): -40.05% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic NEFSX Category Alpha (against Standard Index) 3.48 2.45 Beta (against Standard Index) 1.06 1.00 Mean Annual Return -4.52 -0.24 R-squared (against Standard Index) 94 88.47 Standard Deviation 21.36 20.84 Sharpe Ratio -0.22 N/A Treynor Ratio -6.54 N/A 5 Years Statistic NEFSX Category Alpha (against Standard Index) 2.44 0.94 Beta (against Standard Index) 1.07 1.01 Mean Annual Return 2.42 0.21 R-squared (against Standard Index) 93 86.37 Standard Deviation 17.66 17.46 Sharpe Ratio 0.06 N/A Treynor Ratio -0.57 N/A 10 Years Statistic NEFSX Category Alpha (against Standard Index) 2.95 0.18 Beta (against Standard Index) 1.03 1.04 Mean Annual Return 1.47 0.04 R-squared (against Standard Index) 77 78.62 Standard Deviation 18.83 19.22 Sharpe Ratio 0.02 N/A Treynor Ratio -1.46 N/A
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